Call Warrant

Symbol: OALCCU
Underlyings: Alcon
ISIN: CH1287910959
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.800
Diff. absolute / % 0.05 +6.67%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1287910959
Valor 128791095
Symbol OALCCU
Strike 70.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 26/09/2023
Date of maturity 26/03/2025
Last trading day 21/03/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Alcon
ISIN CH0432492467
Price 76.68 CHF
Date 22/11/24 17:30
Ratio 10.00

Key data

Intrinsic value 0.68
Time value 0.18
Implied volatility 0.27%
Leverage 6.75
Delta 0.76
Gamma 0.03
Vega 0.14
Distance to Strike -6.78
Distance to Strike in % -8.83%

market maker quality Date: 20/11/2024

Average Spread 1.31%
Last Best Bid Price 0.74 CHF
Last Best Ask Price 0.75 CHF
Last Best Bid Volume 70,000
Last Best Ask Volume 25,000
Average Buy Volume 70,000
Average Sell Volume 25,000
Average Buy Value 52,957 CHF
Average Sell Value 19,163 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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